Yes, many people choose to wipe it all out to avoid trouble.
The canary date palms, affected by the red palm weevil, have been mostly removed now.
Pines aren't really nice over the house anyway; aside from the constant needle dropping, there is fire worry (and regulations).

At the same time, those trees open the soil so rain can penetrate, and they cool an area down a lot in summer.

We have 30 palms, a fruit orchard, willow trees, bamboo, and some hundreds of Atlantic pines. It's a lot of work!

I find, that the nests tend to be on the non windward side of the pine trees at my house. They seems to be always on the most outer portions of the branches. January is the best time to deal with them here. I bought one of those hinged 'cutting' pruning knives, that one fits onto a pole. I cut the thin branch the nest is growing around by pulling the string which operates the cutter I fit it recently to my swimming pool aluminium telescopic pole. It is pretty long, so you can reach quite high. Once the nest twig is cut and falls to the ground, I carefully put the nest in a metal bucket and blowlamp the nest. I have found that over time the amount of nests are reducing (maybe the moths have black listed me as a 'No nest zone'?)

I saw a tangle of them digging thier way into a dirt road we were walking down this morning; keep an eye out.